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Chao-Fu Hong, Yung-Sheng Liao, Mu-Hua Lin, Tsai-Hsia Hong
The traditional multi-step ahead prediction is based on sequential algorithm to run multi-step ahead prediction and it brings error propagation problem. Furthermore, the prediction error of multi-step ahead includes both system and propagation errors. Therefore, how to decrease the propagation error...
Chang Chun Ping, Lee Chien-Chiang
Is just only one cointegrating vector among the panel variables? Based on the multivariate maximum likelihood cointegration tests offered by Larsson et al. (2001), the findings here provide solid evidence of the presence of at least two cointegrated vectors for the money demand function in GCC countries.
Kun-Huang Huarng, Hsin-Yi Cheng
Shopping online has become more and more popular. Many people participate in online auctions. Due to the popularity of online auction, this study intends to study the possible factors that affect the transactions in online auction. This study uses the MP3 in the auction of Yahoo! Taiwan as the target...
Yai Hsiung, Pao-Yuan Chang
Quality Function Deployment (QFD) is an approach to translate customer requirements into technical requirements for a product or service. The traditional QFD provides a fundamental analysis, but it is still inconvenient when decision making in technical design should address business objection. The competition...
Wen-Kui Chang, Shih-Peng Su, Fuw-Yi Yang
This research presents the application of the Goal Graph in the methodology of generating software requirements specification, in order to improve the modifiability of the customization the Goal Graph. We propose an algorithm that optimizes the quality factor of modifiability for the Goal Graph to enhance...
Tetsuya Takaishi
The hybrid Monte Carlo (HMC) algorithm is used for Bayesian analysis of the generalized autoregressive conditional heteroscedasticity (GARCH) model. The HMC algorithm is one of Markov chain Monte Carlo (MCMC) algorithms and it updates all parameters at once. We demonstrate that how the HMC reproduces...
Ping-Wen Chen, Yung-Ming Li, Ting-Kai Hwang
Online group purchasing or collective purchasing is the activity in which people who desire to buy the same merchandises join together so that they can negotiate with sellers for a better price through Internet. This paper utilizes fuzzy logic to develop a bargaining model for such activities. The...
Yang-Cheng Lu, Yaw-Chu Chen
The purpose of this paper is to provide an algorithm for commercial banks in Taiwan to evaluate the credibility of their potential debtors from the default probability viewpoint under fuzzy environment. The fundamental concepts we have adopted include the eigenvector method, fuzzy Delphi method, fuzzy...
Kanak Patel, Tobias Baer, Isil Erol, Ricardo Pereira, Sung-Jin Yoo
This paper aims to analyse the risks involved in reverse mortgage on a forward sale of house by elderly homeowner. We provide a practical solution to institutions planning to issue such reverse mortgages. We propose the formation of Senior Citizens Housing Trust for retired homeowners who wish to sell...
Kin Keung Lai, Lean YU, Shouyang Wang, Chengxiong Zhou
In the financial time series forecasting field, the problem that we often encountered is how to increase the predict accuracy as possible using the noisy financial data. In this study, we discuss the use of supervised neural networks as the metamodeling technique to design a financial time series forecasting...
Alex Kung-Hsiung Chang, Chen Chueh-Chi
This paper uses a grey forecasting model GM(1,1) on improving the investment performance of classical Markowitz efficiency frontier’s investment portfolio using the component markets’ indexes of MSCI World Index from 1999 to 2005 as the samples. Using grey Markowitz efficiency frontier’s investment portfolio...
Kuang-Hua Hsu, Jian-Fa Li, Hon-Jenq Fan
The purpose of this research is to explore the IPO pricing behavior in an underwriting system by applying the fuzzy game theory. Results of this study are: (1) The application of the fuzzy game theory is more consistent with the uncertainty relationship of human interference between independent and dependent...
Tal Shavit, Shosh Shahrabani, Uri Benzion
Stock options are usually sold in bundles of 100 units, and their price can be quoted either per unit or per bundle. In this paper, the effect of different methods of quoting financial asset prices on the subjective value of a contract was examined experimentally. In particular, we examined differences...
Christian Daniel Von Lücken, Benjamín Barán, Fabián Laufer, Margarita Rojas, Walter Delgado, Mariano Escurra
This paper describes a decision making support system developed for asset liability management of a Paraguayan pension fund company. The model combines a parallel Multi-objective Evolutionary Algorithm and stochastic scenario generators to find good asset allocations that optimize several conflicting...
Hokky Situngkir, Deni Khanafiah
The aim of this paper is to gain the broad explanation of corruption using simple computational model. We elaborated further the model of corruption described previously in [4], with some additions in model’s properties. We performed hundreds of experiments computationally using Swarm and constructed...
Chiu Hsiao-Ya, Chen An-Pen, Sheng Chieh-Chung, Huang Yun-Hsuan Huang
This study adopts derivative pricing as an indicator of market expectations, with those results suggesting that general investors can use market expectations to predict the final settlement value of underlying assets. Most investment textbooks note that one of the major functions of futures is price...
MeiSe Chien, Shu-Jung Chang Lee
The notion of a ripple effect in the housing market implies stationarity in regional:national house price ratios. The central aim of this study is to investigate whether the ripple effect exists in Taiwan’s regional house price ratio by implementing the Breuer et al. (2001) Panel SURADF unit root tests,...
Xiaobai Li, Honglei Qin, Rongling Lang
The problem of detecting the given subsystems in complex circuits is now an important problem in the computer aided design of VLSI. The algorithm for solving the problem of detecting recurring subsystems is presented in this paper. The algorithm is structure independent, namely any circuit which can...
Chao-Lieh Chen, Hsin-Long Yang, Yao-De Huang
This paper proposes a new interface model for crosslayer designs using generalized fuzzy automata (GFA) and fuzzy control. When using the proposed model, an upper layer is reduced to an adaptive and cognitive controller and the lower layers act as hierarchical plants. In this paper, we utilize the...
Peiquan Jin, Lihua Yue
Spatiotemporal data model, which is the basis of spatiotemporal information management, deals with the representation and manipulation of spatiotemporal data. So far many spatiotemporal data models have been proposed, but most of them concentrated on the representation of spatiotemporal objects and few...
Cheng-Hong Yang, Li-Yeh Chuang, Chung-Jui Tu, Hsueh-Wei Chang
The feature selection process can be considered a problem of global combinatorial optimization in machine learning, which reduces the number of features, removes irrelevant, noisy and redundant data, and results in an acceptable classification accuracy. Therefore, a good feature selection method based...